-51.1%
CPNG vs XYL
-15.8%
-35.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | 0.0% |
| 7D | -5.4% | -1.2% | -4.2% | -4.8% |
| 30D | -11.1% | -13.2% | +2.1% | -3.4% |
| 3M | -3.0% | -0.2% | -2.8% | -4.2% |
| 6M | -23.5% | -12.5% | -11.0% | -18.4% |
| YTD | -37.8% | -20.9% | -16.9% | -29.8% |
| 1Y | -54.3% | -21.6% | -32.8% | -48.3% |
| 3Y | -20.8% | +16.1% | -36.9% | -36.8% |
| 5Y | -51.1% | -15.6% | -35.5% | -58.2% |
| All | -51.1% | -15.8% | -35.3% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling